+1,171.8%
MPC vs QSR
+137.6%
+1,034.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +11.2% | -2.9% | +14.2% | +13.0% |
| 30D | -14.5% | +4.1% | -18.6% | -16.9% |
| 3M | +16.7% | -0.7% | +17.3% | +15.7% |
| 6M | +67.6% | +0.4% | +67.1% | +64.0% |
| YTD | +157.9% | +13.5% | +144.4% | +133.1% |
| 1Y | +116.7% | +11.0% | +105.7% | +97.9% |
| 3Y | +199.8% | +22.0% | +177.8% | +147.5% |
| 5Y | +604.4% | +57.1% | +547.4% | +371.2% |
| All | +1,171.8% | +137.6% | +1,034.1% | +576.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling